Sign Test

Global Algorithm - One-Dimensional Algorithm

Sign Test algorithm is a statistical method that is useful for detecting underlying trends in data.

Input Parameters

Parameter	Type	Constraint	Description	Remarks
$Y$	$Y \in \mathbb R^N$	$N \in \mathbb{N}$	Input data vector of length $N$

Output Parameters

Parameter	Type	Constraint	Description	Remarks
$p$	$p \in \mathbb R$		The $p$ value of the test
$h$	Logical data type: true or false

Tool Support

• Matlab

  For details refer to the online documentation of the function ‘signtest’.

Single Steps using the Algorithm

• Testing Data Stationarity with Sign Test

References

• M. Hollander, D.A. Wolfe, Nonparametric Statistical Methods, Hoboken, NJ: John Wiley & Sons, Inc., 1999.